| ◈ StandardHeader [Component] | | Y | MsgType = AS | FIX.4.4 |
| 8 | BeginString | String | Y | FIX.4.4 (Always unencrypted, must be first field in message) | FIX.4.0 |
| 9 | BodyLength | Length | Y | (Always unencrypted, must be second field in message) | FIX.4.0 |
| 35 | MsgType | String | Y | (Always unencrypted, must be third field in message)
▶ 93 enum values
| Value | Name | Description |
|---|
| 0 | Heartbeat | Heartbeat | | 1 | TestRequest | Test Request | | 2 | ResendRequest | Resend Request | | 3 | Reject | Reject | | 4 | SequenceReset | Sequence Reset | | 5 | Logout | Logout | | 6 | IOI | Indication of Interest | | 7 | Advertisement | Advertisement | | 8 | ExecutionReport | Execution Report | | 9 | OrderCancelReject | Order Cancel Reject | | A | Logon | Logon | | B | News | News | | C | Email | Email | | D | NewOrderSingle | Order – Single | | E | NewOrderList | Order – List | | F | OrderCancelRequest | Order Cancel Request | | G | OrderCancelReplaceRequest | Order Cancel/Replace Request | | H | OrderStatusRequest | Order Status Request | | J | AllocationInstruction | Allocation Instruction | | K | ListCancelRequest | List Cancel Request | | L | ListExecute | List Execute | | M | ListStatusRequest | List Status Request | | N | ListStatus | List Status | | P | AllocationInstructionAck | Allocation Instruction Ack | | Q | DontKnowTrade | Don’t Know Trade (DK) | | R | QuoteRequest | Quote Request | | S | Quote | Quote | | T | SettlementInstructions | Settlement Instructions | | V | MarketDataRequest | Market Data Request | | W | MarketDataSnapshotFullRefresh | Market Data-Snapshot/Full Refresh | | X | MarketDataIncrementalRefresh | Market Data-Incremental Refresh | | Y | MarketDataRequestReject | Market Data Request Reject | | Z | QuoteCancel | Quote Cancel | | a | QuoteStatusRequest | Quote Status Request | | b | MassQuoteAcknowledgement | Mass Quote Acknowledgement | | c | SecurityDefinitionRequest | Security Definition Request | | d | SecurityDefinition | Security Definition | | e | SecurityStatusRequest | Security Status Request | | f | SecurityStatus | Security Status | | g | TradingSessionStatusRequest | Trading Session Status Request | | h | TradingSessionStatus | Trading Session Status | | i | MassQuote | Mass Quote | | j | BusinessMessageReject | Business Message Reject | | k | BidRequest | Bid Request | | l | BidResponse | Bid Response (lowercase L) | | m | ListStrikePrice | List Strike Price | | n | XMLNonFIX | XML message (e.g. non-FIX MsgType) | | o | RegistrationInstructions | Registration Instructions | | p | RegistrationInstructionsResponse | Registration Instructions Response | | q | OrderMassCancelRequest | Order Mass Cancel Request | | r | OrderMassCancelReport | Order Mass Cancel Report | | s | NewOrderCross | New Order - Cross | | t | CrossOrderCancelReplaceRequest | Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) | | u | CrossOrderCancelRequest | Cross Order Cancel Request | | v | SecurityTypeRequest | Security Type Request | | w | SecurityTypes | Security Types | | x | SecurityListRequest | Security List Request | | y | SecurityList | Security List | | z | DerivativeSecurityListRequest | Derivative Security List Request | | AA | DerivativeSecurityList | Derivative Security List | | AB | NewOrderMultileg | New Order - Multileg | | AC | MultilegOrderCancelReplace | Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request) | | AD | TradeCaptureReportRequest | Trade Capture Report Request | | AE | TradeCaptureReport | Trade Capture Report | | AF | OrderMassStatusRequest | Order Mass Status Request | | AG | QuoteRequestReject | Quote Request Reject | | AH | RFQRequest | RFQ Request | | AI | QuoteStatusReport | Quote Status Report | | AJ | QuoteResponse | Quote Response | | AK | Confirmation | Confirmation | | AL | PositionMaintenanceRequest | Position Maintenance Request | | AM | PositionMaintenanceReport | Position Maintenance Report | | AN | RequestForPositions | Request For Positions | | AO | RequestForPositionsAck | Request For Positions Ack | | AP | PositionReport | Position Report | | AQ | TradeCaptureReportRequestAck | Trade Capture Report Request Ack | | AR | TradeCaptureReportAck | Trade Capture Report Ack | | AS | AllocationReport | Allocation Report (aka Allocation Claim) | | AT | AllocationReportAck | Allocation Report Ack (aka Allocation Claim Ack) | | AU | ConfirmationAck | Confirmation Ack (aka Affirmation) | | AV | SettlementInstructionRequest | Settlement Instruction Request | | AW | AssignmentReport | Assignment Report | | AX | CollateralRequest | Collateral Request | | AY | CollateralAssignment | Collateral Assignment | | AZ | CollateralResponse | Collateral Response | | BA | CollateralReport | Collateral Report | | BB | CollateralInquiry | Collateral Inquiry | | BC | NetworkCounterpartySystemStatusRequest | Network (Counterparty System) Status Request | | BD | NetworkCounterpartySystemStatusResponse | Network (Counterparty System) Status Response | | BE | UserRequest | User Request | | BF | UserResponse | User Response | | BG | CollateralInquiryAck | Collateral Inquiry Ack | | BH | ConfirmationRequest | Confirmation Request |
| FIX.4.0 |
| 49 | SenderCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 56 | TargetCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 115 | OnBehalfOfCompID | String | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 128 | DeliverToCompID | String | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 90 | SecureDataLen | Length | N | Required to identify length of encrypted section of message. (Always unencrypted) | FIX.4.0 |
| 91 | SecureData | data | N | Required when message body is encrypted. Always immediately follows SecureDataLen field. | FIX.4.0 |
| 34 | MsgSeqNum | SeqNum | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 50 | SenderSubID | String | N | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 142 | SenderLocationID | String | N | Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 57 | TargetSubID | String | N | "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 143 | TargetLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 116 | OnBehalfOfSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 144 | OnBehalfOfLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.1 |
| 129 | DeliverToSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 145 | DeliverToLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.1 |
| 43 | PossDupFlag | Boolean | N | Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | PossibleDuplicate | Possible duplicate | | N | OriginalTransmission | Original transmission |
| FIX.4.0 |
| 97 | PossResend | Boolean | N | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | PossibleResend | Possible resend | | N | OriginalTransmission | Original transmission |
| FIX.4.0 |
| 52 | SendingTime | UTCTimestamp | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 122 | OrigSendingTime | UTCTimestamp | N | Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) | FIX.4.0 |
| 212 | XmlDataLen | Length | N | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) | FIX.4.2 |
| 213 | XmlData | data | N | Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.)
See Volume 1: FIXML Support | FIX.4.2 |
| 347 | MessageEncoding | String | N | Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.
▶ 4 enum values
| Value | Name | Description |
|---|
| ISO-2022-JP | ISO2022JP | JIS | | EUC-JP | EUCJP | EUC | | Shift_JIS | ShiftJIS | for using SJIS | | UTF-8 | UTF8 | Unicode |
| FIX.4.2 |
| 369 | LastMsgSeqNumProcessed | SeqNum | N | The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. | FIX.4.2 |
| ◈ Hop [Component] | | N | Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. | FIX.4.4 |
| 627 | NoHops | NumInGroup | N | Number of HopCompID entries in repeating group. | FIX.4.4 |
| 628 | HopCompID | String | N | Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used. | FIX.4.4 |
| 629 | HopSendingTime | UTCTimestamp | N | Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used. | FIX.4.4 |
| 630 | HopRefID | SeqNum | N | Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used. | FIX.4.4 |
| 755 | AllocReportID | String | Y | Unique identifier for this message | FIX.4.4 |
| 70 | AllocID | String | N | Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) | FIX.4.4 |
| 71 | AllocTransType | char | Y | i.e. New, Cancel, Replace
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | New | New | | 1 | Replace | Replace | | 2 | Cancel | Cancel |
| FIX.4.4 |
| 795 | AllocReportRefID | String | N | Required for AllocTransType = Replace or Cancel | FIX.4.4 |
| 796 | AllocCancReplaceReason | int | N | Required for AllocTransType = Replace or Cancel
Gives the reason for replacing or cancelling the allocation report
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | OriginalDetailsIncomplete | Original details incomplete/incorrect | | 2 | ChangeInUnderlyingOrderDetails | Change in underlying order details | | 99 | Other | Other |
| FIX.4.4 |
| 793 | SecondaryAllocID | String | N | Optional second identifier for this allocation instruction (need not be unique) | FIX.4.4 |
| 794 | AllocReportType | int | Y | Specifies the purpose or type of Allocation Report message
▶ 4 enum values
| Value | Name | Description |
|---|
| 3 | SellsideCalculatedUsingPreliminary | Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) | | 4 | SellsideCalculatedWithoutPreliminary | Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) | | 5 | WarehouseRecap | Warehouse recap | | 8 | RequestToIntermediary | Request to Intermediary |
| FIX.4.4 |
| 87 | AllocStatus | int | Y | Identifies status of allocation
▶ 6 enum values
| Value | Name | Description |
|---|
| 0 | Accepted | accepted (successfully processed) | | 1 | BlockLevelReject | block level reject | | 2 | AccountLevelReject | account level reject | | 3 | Received | received (received, not yet processed) | | 4 | Incomplete | incomplete | | 5 | RejectedByIntermediary | rejected by intermediary |
| FIX.4.4 |
| 88 | AllocRejCode | int | N | Required for AllocStatus = 1 (rejected)
▶ 14 enum values
| Value | Name | Description |
|---|
| 0 | UnknownAccount | unknown account(s) | | 1 | IncorrectQuantity | incorrect quantity | | 2 | IncorrectAveragegPrice | incorrect average price | | 3 | UnknownExecutingBrokerMnemonic | unknown executing broker mnemonic | | 4 | CommissionDifference | commission difference | | 5 | UnknownOrderID | unknown OrderID (37) | | 6 | UnknownListID | unknown ListID (66) | | 7 | OtherSeeText | other (further in Note 58=) | | 8 | IncorrectAllocatedQuantity | incorrect allocated quantity | | 9 | CalculationDifference | calculation difference | | 10 | UnknownOrStaleExecID | unknown or stale ExecID (17) | | 11 | MismatchedData | mismatched data value (further in Note 58=) | | 12 | UnknownClOrdID | unknown ClOrdID (11) | | 13 | WarehouseRequestRejected | warehouse request rejected |
| FIX.4.4 |
| 72 | RefAllocID | String | N | Required for AllocTransType = Replace or Cancel | FIX.4.4 |
| 808 | AllocIntermedReqType | int | N | Required if AllocReportType = 8 (Request to Intermediary)
Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | PendingAccept | Pending Accept | | 2 | PendingRelease | Pending Release | | 3 | PendingReversal | Pending Reversal | | 4 | Accept | Accept | | 5 | BlockLevelReject | Block Level Reject | | 6 | AccountLevelReject | Account Level Reject |
| FIX.4.4 |
| 196 | AllocLinkID | String | N | Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" | FIX.4.4 |
| 197 | AllocLinkType | int | N | Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | FXNetting | F/X Netting | | 1 | FXSwap | F/X Swap |
| FIX.4.4 |
| 466 | BookingRefID | String | N | Common reference passed to a post-trade booking process (e.g. industry matching utility). | FIX.4.4 |
| 857 | AllocNoOrdersType | int | Y | Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | NotSpecified | Not specified | | 1 | ExplicitListProvided | Explicit list provided |
| FIX.4.4 |
| ⟳ OrdAllocGrp [Repeating Group] | | N | Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 | FIX.4.4 |
| 73 | NoOrders | NumInGroup | N | Indicates number of orders to be combined for average pricing and allocation. | FIX.4.4 |
| 11 | ClOrdID | String | N | Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. | FIX.4.4 |
| 37 | OrderID | String | N | Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. | FIX.4.4 |
| 198 | SecondaryOrderID | String | N | Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. | FIX.4.4 |
| 526 | SecondaryClOrdID | String | N | Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. | FIX.4.4 |
| 66 | ListID | String | N | Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. | FIX.4.4 |
| ⟳ NestedParties2 [Repeating Group] | | N | The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | FIX.4.4 |
| 756 | NoNested2PartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole | FIX.4.4 |
| 757 | Nested2PartyID | String | N | Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 758 | Nested2PartyIDSource | char | N | Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 759 | Nested2PartyRole | int | N | Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| ⟳ NstdPtys2SubGrp [Repeating Group] | | N | Repeating group of Nested2Party sub-identifiers. | FIX.4.4 |
| 806 | NoNested2PartySubIDs | NumInGroup | N | Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. | FIX.4.4 |
| 760 | Nested2PartySubID | String | N | PartySubID value within a "second instance" Nested repeating group.
Same values as PartySubID (523) | FIX.4.4 |
| 807 | Nested2PartySubIDType | int | N | Type of Nested2PartySubID (760) value. Second instance of <NestedParties>.
Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtys2SubGrp |
| end NestedParties2 |
| 38 | OrderQty | Qty | N | Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.
(Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 799 | OrderAvgPx | Price | N | Average price for a specific order | FIX.4.4 |
| 800 | OrderBookingQty | Qty | N | Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message | FIX.4.4 |
| end OrdAllocGrp |
| ⟳ ExecAllocGrp [Repeating Group] | | N | Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. | FIX.4.4 |
| 124 | NoExecs | NumInGroup | N | No of execution repeating group entries to follow. | FIX.4.4 |
| 32 | LastQty | Qty | N | Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 17 | ExecID | String | N | Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int) | FIX.4.4 |
| 527 | SecondaryExecID | String | N | Assigned by the party which accepts the order. Can be used to provide the ExecID (7) used by an exchange or executing system. | FIX.4.4 |
| 31 | LastPx | Price | N | Price of this (last) fill. | FIX.4.4 |
| 669 | LastParPx | Price | N | Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (3) is expressed in Yield, Spread, Discount or any other type.
Usage: Execution Report and Allocation Report repeating executions block (from sellside). | FIX.4.4 |
| 29 | LastCapacity | char | N | Broker capacity in order execution
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | Agent | Agent | | 2 | CrossAsAgent | Cross as agent | | 3 | CrossAsPrincipal | Cross as principal | | 4 | Principal | Principal |
| FIX.4.4 |
| end ExecAllocGrp |
| 570 | PreviouslyReported | Boolean | N | Indicates if the trade capture report was previously reported to the counterparty
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | PerviouslyReportedToCounterparty | previously reported to counterparty | | N | NotReportedToCounterparty | not reported to counterparty |
| FIX.4.4 |
| 700 | ReversalIndicator | Boolean | N | Indicates a trade that reverses a previous trade. | FIX.4.4 |
| 574 | MatchType | String | N | The point in the matching process at which this trade was matched
▶ 18 enum values
| Value | Name | Description |
|---|
| A1 | ExactMatchPlus4BadgesExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) | | A2 | ExactMatchPlus4Badges | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges | | A3 | ExactMatchPlus2BadgesExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus two badges and execution time (within two-minute window) | | A4 | ExactMatchPlus2Badges | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus two badges | | A5 | ExactMatchPlusExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus execution time (within two-minute window) | | AQ | StampedAdvisoriesOrSpecialistAccepts | Compared records resulting from stamped advisories or specialist accepts/pair-offs | | S1 | A1ExactMatchSummarizedQuantity | Summarized Match using A1 exact match criteria except quantity is summarized | | S2 | A2ExactMatchSummarizedQuantity | Summarized Match using A2 exact match criteria except quantity is summarized | | S3 | A3ExactMatchSummarizedQuantity | Summarized Match using A3 exact match criteria except quantity is summarized | | S4 | A4ExactMatchSummarizedQuantity | Summarized Match using A4 exact match criteria except quantity is summarized | | S5 | A5ExactMatchSummarizedQuantity | Summarized Match using A5 exact match criteria except quantity is summarized | | M1 | ExactMatchMinusBadgesTimes | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match | | M2 | SummarizedMatchMinusBadgesTimes | Summarized match minus badges and times: ACT M2 Match | | MT | OCSLockedIn | OCS Locked In: Non-ACT | | M3 | ACTAcceptedTrade | ACT Accepted Trade | | M4 | ACTDefaultTrade | ACT Default Trade | | M5 | ACTDefaultAfterM2 | ACT Default After M2 | | M6 | ACTM6Match | ACT M6 Match |
| FIX.4.4 |
| 54 | Side | char | Y | Side of order
▶ 16 enum values
| Value | Name | Description |
|---|
| 1 | Buy | Buy | | 2 | Sell | Sell | | 3 | BuyMinus | Buy minus | | 4 | SellPlus | Sell plus | | 5 | SellShort | Sell short | | 6 | SellShortExempt | Sell short exempt | | 7 | Undisclosed | Undisclosed (valid for IOI and List Order messages only) | | 8 | Cross | Cross (orders where counterparty is an exchange, valid for all messages except IOIs) | | 9 | CrossShort | Cross short | | A | CrossShortExempt | Cross short exempt | | B | AsDefined | "As Defined" (for use with multileg instruments) | | C | Opposite | "Opposite" (for use with multileg instruments) | | D | Subscribe | Subscribe (e.g. CIV) | | E | Redeem | Redeem (e.g. CIV) | | F | Lend | Lend (FINANCING - identifies direction of collateral) | | G | Borrow | Borrow (FINANCING - identifies direction of collateral) |
| FIX.4.4 |
| ◈ Instrument [Component] | | Y | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | FIX.4.4 |
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified.
▶ 19 enum values
| Value | Name | Description |
|---|
| 1 | CUSIP | CUSIP | | 2 | SEDOL | SEDOL | | 3 | QUIK | QUIK | | 4 | ISINNumber | ISIN number | | 5 | RICCode | RIC code | | 6 | ISOCurrencyCode | ISO Currency Code | | 7 | ISOCountryCode | ISO Country Code | | 8 | ExchangeSymbol | Exchange Symbol | | 9 | ConsolidatedTapeAssociation | Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) | | A | BloombergSymbol | Bloomberg Symbol | | B | Wertpapier | Wertpapier | | C | Dutch | Dutch | | D | Valoren | Valoren | | E | Sicovam | Sicovam | | F | Belgian | Belgian | | G | Common | "Common" (Clearstream and Euroclear) | | H | ClearingHouse | Clearing House / Clearing Organization | | I | ISDAFpMLSpecification | ISDA/FpML Product Specification | | J | OptionPriceReportingAuthority | Options Price Reporting Authority |
| FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | | N | Number of alternate Security Identifiers | FIX.4.4 |
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp |
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category)
▶ 13 enum values
| Value | Name | Description |
|---|
| 1 | AGENCY | AGENCY | | 2 | COMMODITY | COMMODITY | | 3 | CORPORATE | CORPORATE | | 4 | CURRENCY | CURRENCY | | 5 | EQUITY | EQUITY | | 6 | GOVERNMENT | GOVERNMENT | | 7 | INDEX | INDEX | | 8 | LOAN | LOAN | | 9 | MONEYMARKET | MONEYMARKET | | 10 | MORTGAGE | MORTGAGE | | 11 | MUNICIPAL | MUNICIPAL | | 12 | OTHER | OTHER | | 13 | FINANCING | FINANCING |
| FIX.4.3 |
| 461 | CFICode | String | N | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. | FIX.4.3 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Required for Fixed Income. Refer to Volume 7 - Fixed Income
Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
▶ 95 enum values
| Value | Name | Description |
|---|
| FUT | Future | Future | | OPT | Option | Option | | EUSUPRA | EuroSupranationalCoupons | Euro Supranational Coupons * | | FAC | FederalAgencyCoupon | Federal Agency Coupon | | FADN | FederalAgencyDiscountNote | Federal Agency Discount Note | | PEF | PrivateExportFunding | Private Export Funding * | | SUPRA | USDSupranationalCoupons | USD Supranational Coupons * | | CORP | CorporateBond | Corporate Bond | | CPP | CorporatePrivatePlacement | Corporate Private Placement | | CB | ConvertibleBond | Convertible Bond | | DUAL | DualCurrency | Dual Currency | | EUCORP | EuroCorporateBond | Euro Corporate Bond | | XLINKD | IndexedLinked | Indexed Linked | | STRUCT | StructuredNotes | Structured Notes | | YANK | YankeeCorporateBond | Yankee Corporate Bond | | FOR | ForeignExchangeContract | Foreign Exchange Contract | | CS | CommonStock | Common Stock | | PS | PreferredStock | Preferred Stock | | BRADY | BradyBond | Brady Bond | | EUSOV | EuroSovereigns | Euro Sovereigns * | | TBOND | USTreasuryBond | US Treasury Bond | | TINT | InterestStripFromAnyBondOrNote | Interest strip from any bond or note | | TIPS | TreasuryInflationProtectedSecurities | Treasury Inflation Protected Securities | | TCAL | PrincipalStripOfACallableBondOrNote | Principal strip of a callable bond or note | | TPRN | PrincipalStripFromANonCallableBondOrNote | Principal strip from a non-callable bond or note | | UST | USTreasuryNoteOld | US Treasury Note (deprecated value, use "TNOTE") | | USTB | USTreasuryBillOld | US Treasury Bill (deprecated value, use "TBILL") | | TNOTE | USTreasuryNote | US Treasury Note | | TBILL | USTreasuryBill | US Treasury Bill | | REPO | Repurchase | Repurchase | | FORWARD | Forward | Forward | | BUYSELL | BuySellback | Buy Sellback | | SECLOAN | SecuritiesLoan | Securities Loan | | SECPLEDGE | SecuritiesPledge | Securities Pledge | | TERM | TermLoan | Term Loan | | RVLV | RevolverLoan | Revolver Loan | | RVLVTRM | Revolver | Revolver/Term Loan | | BRIDGE | BridgeLoan | Bridge Loan | | LOFC | LetterOfCredit | Letter of Credit | | SWING | SwingLineFacility | Swing Line Facility | | DINP | DebtorInPossession | Debtor in Possession | | DEFLTED | Defaulted | Defaulted | | WITHDRN | Withdrawn | Withdrawn | | REPLACD | Replaced | Replaced | | MATURED | Matured | Matured | | AMENDED | Amended | Amended & Restated | | RETIRED | Retired | Retired | | BA | BankersAcceptance | Bankers Acceptance | | BN | BankNotes | Bank Notes | | BOX | BillOfExchanges | Bill of Exchanges | | CD | CertificateOfDeposit | Certificate of Deposit | | CL | CallLoans | Call Loans | | CP | CommercialPaper | Commercial Paper | | DN | DepositNotes | Deposit Notes | | EUCD | EuroCertificateOfDeposit | Euro Certificate of Deposit | | EUCP | EuroCommercialPaper | Euro Commercial Paper | | LQN | LiquidityNote | Liquidity Note | | MTN | MediumTermNotes | Medium Term Notes | | ONITE | Overnight | Overnight | | PN | PromissoryNote | Promissory Note | | PZFJ | PlazosFijos | Plazos Fijos | | STN | ShortTermLoanNote | Short Term Loan Note | | TD | TimeDeposit | Time Deposit | | XCN | ExtendedCommNote | Extended Comm Note | | YCD | YankeeCertificateOfDeposit | Yankee Certificate of Deposit | | ABS | AssetBackedSecurities | Asset-backed Securities | | CMBS | Corp | Corp. Mortgage-backed Securities | | CMO | CollateralizedMortgageObligation | Collateralized Mortgage Obligation | | IET | IOETTEMortgage | IOETTE Mortgage | | MBS | MortgageBackedSecurities | Mortgage-backed Securities | | MIO | MortgageInterestOnly | Mortgage Interest Only | | MPO | MortgagePrincipalOnly | Mortgage Principal Only | | MPP | MortgagePrivatePlacement | Mortgage Private Placement | | MPT | MiscellaneousPassThrough | Miscellaneous Pass-through | | PFAND | Pfandbriefe | Pfandbriefe * | | TBA | ToBeAnnounced | To be Announced | | AN | OtherAnticipationNotes | Other Anticipation Notes BAN, GAN, etc. | | COFO | CertificateOfObligation | Certificate of Obligation | | COFP | CertificateOfParticipation | Certificate of Participation | | GO | GeneralObligationBonds | General Obligation Bonds | | MT | MandatoryTender | Mandatory Tender | | RAN | RevenueAnticipationNote | Revenue Anticipation Note | | REV | RevenueBonds | Revenue Bonds | | SPCLA | SpecialAssessment | Special Assessment | | SPCLO | SpecialObligation | Special Obligation | | SPCLT | SpecialTax | Special Tax | | TAN | TaxAnticipationNote | Tax Anticipation Note | | TAXA | TaxAllocation | Tax Allocation | | TECP | TaxExemptCommercialPaper | Tax Exempt Commercial Paper | | TRAN | TaxRevenueAnticipationNote | Tax & Revenue Anticipation Note | | VRDN | VariableRateDemandNote | Variable Rate Demand Note | | WAR | Warrant | Warrant | | MF | MutualFund | Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle") | | MLEG | MultilegInstrument | Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.) | | NONE | NoSecurityType | No Security Type |
| FIX.4.3 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. | FIX.4.3 |
| 541 | MaturityDate | LocalMktDate | N | Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field.
When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. | FIX.4.3 |
| 201 | PutOrCall | int | N | For Options.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Put | Put | | 1 | Call | Call |
| FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index.
Qty * Factor * Price = Gross Trade Amount
For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.
(Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. | FIX.4.3 |
| 470 | CountryOfIssue | Country | N | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | FIX.4.3 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. | FIX.4.3 |
| 231 | ContractMultiplier | float | N | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | FIX.4.3 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA).
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | Program3a3 | 3(a)(3) | | 2 | Program42 | 4(2) | | 99 | Other | Other |
| FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | | N | Number of repeating EventType group entries. | FIX.4.4 |
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event
▶ 5 enum values
| Value | Name | Description |
|---|
| 1 | Put | Put | | 2 | Call | Call | | 3 | Tender | Tender | | 4 | SinkingFundCall | Sinking Fund Call | | 99 | Other | Other |
| FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp |
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ◈ InstrumentExtension [Component] | | N | Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" | FIX.4.4 |
| 668 | DeliveryForm | int | N | Identifies the form of delivery.
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | BookEntry | BookEntry | | 2 | Bearer | Bearer |
| FIX.4.4 |
| 869 | PctAtRisk | Percentage | N | Percent at risk due to lowest possible call. | FIX.4.4 |
| ⟳ AttrbGrp [Repeating Group] | | N | Number of repeating InstrAttrib group entries. | FIX.4.4 |
| 870 | NoInstrAttrib | NumInGroup | N | Number of repeating InstrAttribType entries. | FIX.4.4 |
| 871 | InstrAttribType | int | N | Code to represent the type of instrument attribute
▶ 23 enum values
| Value | Name | Description |
|---|
| 1 | Flat | Flat (securities pay interest on a current basis but are traded without interest) | | 2 | ZeroCoupon | Zero coupon | | 3 | InterestBearing | Interest bearing (for Euro commercial paper when not issued at discount) | | 4 | NoPeriodicPayments | No periodic payments | | 5 | VariableRate | Variable rate | | 6 | LessFeeForPut | Less fee for put | | 7 | SteppedCoupon | Stepped coupon | | 8 | CouponPeriod | Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field | | 9 | When | When [and if] issued | | 10 | OriginalIssueDiscount | Original issue discount | | 11 | Callable | Callable, puttable | | 12 | EscrowedToMaturity | Escrowed to Maturity | | 13 | EscrowedToRedemptionDate | Escrowed to redemption date – callable. Supply redemption date in the InstrAttribValue (872) field | | 14 | PreRefunded | Prerefunded | | 15 | InDefault | In default | | 16 | Unrated | Unrated | | 17 | Taxable | Taxable | | 18 | Indexed | Indexed | | 19 | SubjectToAlternativeMinimumTax | Subject to Alternative Minimum Tax | | 20 | OriginalIssueDiscountPrice | Original issue discount price. Supply price in the InstrAttribValue (872) field | | 21 | CallableBelowMaturityValue | Callable below maturity value | | 22 | CallableWithoutNotice | Callable without notice by mail to holder unless registered | | 99 | Text | Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field |
| FIX.4.4 |
| 872 | InstrAttribValue | String | N | Attribute value appropriate to the InstrAttribType (87) field. | FIX.4.4 |
| end AttrbGrp |
| ◈ FinancingDetails [Component] | | N | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" | FIX.4.4 |
| 913 | AgreementDesc | String | N | The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal | FIX.4.4 |
| 914 | AgreementID | String | N | A common reference to the applicable standing agreement between the principals | FIX.4.4 |
| 915 | AgreementDate | LocalMktDate | N | A reference to the date the underlying agreement was executed. | FIX.4.4 |
| 918 | AgreementCurrency | Currency | N | Currency of the underlying agreement. | FIX.4.4 |
| 788 | TerminationType | int | N | For Repos the timing or method for terminating the agreement.
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | Overnight | Overnight | | 2 | Term | Term | | 3 | Flexible | Flexible | | 4 | Open | Open |
| FIX.4.4 |
| 916 | StartDate | LocalMktDate | N | Settlement date of the beginning of the deal | FIX.4.4 |
| 917 | EndDate | LocalMktDate | N | Repayment / repurchase date | FIX.4.4 |
| 919 | DeliveryType | int | N | Delivery or custody arrangement for the underlying securities
▶ 4 enum values
| Value | Name | Description |
|---|
| 0 | VersusPayment | "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment | | 1 | Free | "Free": Deliver (if Sell) or Receive (if Buy) Free | | 2 | TriParty | Tri-Party | | 3 | HoldInCustody | Hold In Custody |
| FIX.4.4 |
| 898 | MarginRatio | Percentage | N | Percentage of cash value that underlying security collateral must meet. | FIX.4.4 |
| ⟳ UndInstrmtGrp [Repeating Group] | | N | | FIX.4.4 |
| 711 | NoUnderlyings | NumInGroup | N | Number of underlying legs that make up the security. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | | N | The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. | FIX.4.4 |
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol.
See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx.
See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID.
See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource.
Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | | N | | FIX.4.4 |
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp |
| 462 | UnderlyingProduct | int | N | Underlying security’s Product.
Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode.
Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType.
Valid values: see SecurityType (67) field
(see below for details concerning this fields use in conjunction with SecurityType=REPO)
The following applies when used in conjunction with SecurityType=REPO
Represents the general or specific type of security that underlies a financing agreement
Valid values for SecurityType=REPO:
TREASURY = Federal government or treasury
PROVINCE = State, province, region, etc.
AGENCY = Federal agency
MORTGAGE = Mortgage passthrough
CP = Commercial paper
CORP = Corporate
EQUITY = Equity
SUPRA = Supra-national agency
CASH
If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.:
SecurityType=REPO
UnderlyingSecurityType=MORTGAGE
UnderlyingIssuer=GNMA
or
SecurityType=REPO
UnderlyingSecurityType=AGENCY
UnderlyingIssuer=CA Housing Trust
UnderlyingCountryOfIssue=CA
or
SecurityType=REPO
UnderlyingSecurityType=CORP
UnderlyingNoStipulations=
UnderlyingStipulationType=RATING
UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType.
See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.
See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date.
See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall.
See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry.
See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue.
See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue.
See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice.
See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute.
See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier.
See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate.
See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security.
Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer.
See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc.
See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 |
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation.
Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations |
| end UndInstrmtGrp |
| ⟳ InstrmtLegGrp [Repeating Group] | | N | | FIX.4.4 |
| 555 | NoLegs | NumInGroup | N | Number of InstrumentLeg repeating group instances. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | | N | The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages. | FIX.4.4 |
| 600 | LegSymbol | String | N | Multileg instrument's individual security’s Symbol.
See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security’s SymbolSfx.
See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security’s SecurityID.
See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security’s SecurityIDSource.
See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | | N | | FIX.4.4 |
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security’s NoSecurityAltID.
See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security’s SecurityAltID.
See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security’s SecurityAltIDSource.
See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp |
| 607 | LegProduct | int | N | Multileg instrument's individual security’s Product.
See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security’s CFICode.
See CFICode (46) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Multileg instrument's individual security’s SecurityType.
See SecurityType (67) field for description | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security’s MaturityMonthYear.
See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security’s MaturityDate.
See MaturityDate (54) field for description | FIX.4.3 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security’s CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security’s IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security’s Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security’s CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security’s InstrRegistry.
See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security’s CountryOfIssue.
See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security’s StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security’s LocaleOfIssue.
See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security’s StrikePrice.
See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security’s OptAttribute.
See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security’s ContractMultiplier.
See ContractMultiplier (23) field for description | FIX.4.3 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security’s CouponRate.
See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security’s SecurityExchange.
See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security’s Issuer.
See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security’s EncodedIssuerLen.
See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security’s EncodedIssuer.
See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Multileg instrument's individual security’s SecurityDesc.
See SecurityDesc (07) field for description | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security’s EncodedSecurityDescLen.
See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security’s EncodedSecurityDesc.
See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| end InstrmtLegGrp |
| 53 | Quantity | Qty | Y | Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book | FIX.4.4 |
| 854 | QtyType | int | N | Type of quantity specified in a quantity field
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Units | Units (shares, par, currency) | | 1 | Contracts | Contracts (if used - should specify ContractMultiplier (tag 231)) |
| FIX.4.4 |
| 30 | LastMkt | Exchange | N | Market of the executions. | FIX.4.4 |
| 229 | TradeOriginationDate | LocalMktDate | N | Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| 423 | PriceType | int | N | Code to represent the price type
▶ 11 enum values
| Value | Name | Description |
|---|
| 1 | Percentage | Percentage (e.g. percent of par) (often called "dollar price" for fixed income) | | 2 | PerUnit | Per unit (i.e. per share or contract) | | 3 | FixedAmount | Fixed Amount (absolute value) | | 4 | Discount | Discount – percentage points below par | | 5 | Premium | Premium – percentage points over par | | 6 | Spread | Spread | | 7 | TEDPrice | TED price | | 8 | TEDYield | TED yield | | 9 | Yield | Yield | | 10 | FixedCabinetTradePrice | Fixed cabinet trade price (primarily for listed futures and options) | | 11 | VariableCabinetTradePrice | Variable cabinet trade price (primarily for listed futures and options) |
| FIX.4.4 |
| 6 | AvgPx | Price | Y | For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). | FIX.4.4 |
| 860 | AvgParPx | Price | N | Used to express average price as percent of par (used where AvgPx field is expressed in some other way) | FIX.4.4 |
| ◈ SpreadOrBenchmarkCurveData [Component] | | N | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" | FIX.4.4 |
| 218 | Spread | PriceOffset | N | For Fixed Income | FIX.4.3 |
| 220 | BenchmarkCurveCurrency | Currency | N | Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 221 | BenchmarkCurveName | String | N | Name of benchmark curve. | FIX.4.3 |
| 222 | BenchmarkCurvePoint | String | N | Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED".
Sample values:
M = combination of a number between 1-12 and a "M" for month
Y = combination of number between 1-100 and a "Y" for year}
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon
See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 662 | BenchmarkPrice | Price | N | Specifies the price of the benchmark. | FIX.4.4 |
| 663 | BenchmarkPriceType | int | N | Must be present if BenchmarkPrice is used. | FIX.4.4 |
| 699 | BenchmarkSecurityID | String | N | The identifier of the benchmark security, e.g. Treasury against Corporate bond. | FIX.4.4 |
| 761 | BenchmarkSecurityIDSource | String | N | Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. | FIX.4.4 |
| 15 | Currency | Currency | N | Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. | FIX.4.4 |
| 74 | AvgPxPrecision | int | N | Absence of this field indicates that default precision arranged by the broker/institution is to be used | FIX.4.4 |
| ⟳ Parties [Repeating Group] | | N | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | FIX.4.4 |
| 453 | NoPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | FIX.4.3 |
| 448 | PartyID | String | N | Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 447 | PartyIDSource | char | N | Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
▶ 18 enum values
| Value | Name | Description |
|---|
| B | BIC | BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B") | | C | GeneralIdentifier | Generally accepted market participant identifier (e.g. NASD mnemonic) | | D | Proprietary | Proprietary/Custom code | | E | ISOCountryCode | ISO Country Code | | F | SettlementEntityLocation | Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values) | | G | MIC | MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C") | | H | CSDParticipant | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number) | | 1 | KoreanInvestorID | Korean Investor ID | | 2 | TaiwaneseForeignInvestorID | Taiwanese Qualified Foreign Investor ID QFII / FID | | 3 | TaiwaneseTradingAcct | Taiwanese Trading Account | | 4 | MalaysianCentralDepository | Malaysian Central Depository (MCD) number | | 5 | ChineseInvestorID | Chinese B Share (Shezhen and Shanghai) | | 6 | UKNationalInsuranceOrPensionNumber | UK National Insurance or Pension Number | | 7 | USSocialSecurityNumber | US Social Security Number | | 8 | USEmployerOrTaxIDNumber | US Employer Identification Number | | 9 | AustralianBusinessNumber | Australian Business Number | | A | AustralianTaxFileNumber | Australian Tax File Number | | I | ISITCAcronym | Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document |
| FIX.4.3 |
| 452 | PartyRole | int | N | Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.
▶ 37 enum values
| Value | Name | Description |
|---|
| 1 | ExecutingFirm | Executing Firm (formerly FIX 4.2 ExecBroker) | | 2 | BrokerOfCredit | Broker of Credit (formerly FIX 4.2 BrokerOfCredit) | | 3 | ClientID | Client ID (formerly FIX 4.2 ClientID) | | 4 | ClearingFirm | Clearing Firm (formerly FIX 4.2 ClearingFirm) | | 5 | InvestorID | Investor ID | | 6 | IntroducingFirm | Introducing Firm | | 7 | EnteringFirm | Entering Firm | | 8 | Locate | Locate/Lending Firm (for short-sales) | | 9 | FundManagerClientID | Fund manager Client ID (for CIV) | | 10 | SettlementLocation | Settlement Location (formerly FIX 4.2 SettlLocation) | | 11 | OrderOriginationTrader | Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order) | | 12 | ExecutingTrader | Executing Trader (associated with Executing Firm - actually executes) | | 13 | OrderOriginationFirm | Order Origination Firm (e.g. buyside firm) | | 14 | GiveupClearingFirm | Giveup Clearing Firm (firm to which trade is given up) | | 15 | CorrespondantClearingFirm | Correspondant Clearing Firm | | 16 | ExecutingSystem | Executing System | | 17 | ContraFirm | Contra Firm | | 18 | ContraClearingFirm | Contra Clearing Firm | | 19 | SponsoringFirm | Sponsoring Firm | | 20 | UnderlyingContraFirm | Underlying Contra Firm | | 21 | ClearingOrganization | Clearing Organization | | 22 | Exchange | Exchange | | 24 | CustomerAccount | Customer Account | | 25 | CorrespondentClearingOrganization | Correspondent Clearing Organization | | 26 | CorrespondentBroker | Correspondent Broker | | 27 | Buyer | Buyer/Seller (Receiver/Deliverer) | | 28 | Custodian | Custodian | | 29 | Intermediary | Intermediary | | 30 | Agent | Agent | | 31 | SubCustodian | Sub custodian | | 32 | Beneficiary | Beneficiary | | 33 | InterestedParty | Interested party | | 34 | RegulatoryBody | Regulatory body | | 35 | LiquidityProvider | Liquidity provider | | 36 | EnteringTrader | Entering Trader | | 37 | ContraTrader | Contra Trader | | 38 | PositionAccount | Position Account |
| FIX.4.3 |
| ⟳ PtysSubGrp [Repeating Group] | | N | Repeating group of Party sub-identifiers. | FIX.4.4 |
| 802 | NoPartySubIDs | NumInGroup | N | Number of PartySubID (523)and PartySubIDType (803) entries | FIX.4.4 |
| 523 | PartySubID | String | N | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. | FIX.4.4 |
| 803 | PartySubIDType | int | N | Type of PartySubID (523) value
4000+ = Reserved and available for bi-laterally agreed upon user defined values
▶ 26 enum values
| Value | Name | Description |
|---|
| 1 | Firm | Firm | | 2 | Person | Person | | 3 | System | System | | 4 | Application | Application | | 5 | FullLegalNameOfFirm | Full legal name of firm | | 6 | PostalAddress | Postal address (inclusive of street address, location, and postal code) | | 7 | PhoneNumber | Phone number | | 8 | EmailAddress | Email address | | 9 | ContactName | Contact name | | 10 | SecuritiesAccountNumber | Securities account number (for settlement instructions) | | 11 | RegistrationNumber | Registration number (for settlement instructions and confirmations) | | 12 | RegisteredAddressForConfirmation | Registered address (for confirmation purposes) | | 13 | RegulatoryStatus | Regulatory status (for confirmation purposes) | | 14 | RegistrationName | Registration name (for settlement instructions) | | 15 | CashAccountNumber | Cash account number (for settlement instructions) | | 16 | BIC | BIC | | 17 | CSDParticipantMemberCode | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number) | | 18 | RegisteredAddress | Registered address | | 19 | FundAccountName | Fund/account name | | 20 | TelexNumber | Telex number | | 21 | FaxNumber | Fax number | | 22 | SecuritiesAccountName | Securities account name | | 23 | CashAccountName | Cash account name | | 24 | Department | Department | | 25 | LocationDesk | Location / Desk | | 26 | PositionAccountType | Position Account Type |
| FIX.4.4 |
| end PtysSubGrp |
| end Parties |
| 75 | TradeDate | LocalMktDate | Y | Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). | FIX.4.4 |
| 60 | TransactTime | UTCTimestamp | N | Date/time when allocation is generated | FIX.4.4 |
| 63 | SettlType | char | N | Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
▶ 10 enum values
| Value | Name | Description |
|---|
| 0 | Regular | Regular | | 1 | Cash | Cash | | 2 | NextDay | Next Day (T+1) | | 3 | TPlus2 | T+2 | | 4 | TPlus3 | T+3 | | 5 | TPlus4 | T+4 | | 6 | Future | Future | | 7 | WhenAndIfIssued | When And If Issued | | 8 | SellersOption | Sellers Option | | 9 | TPlus5 | T+ 5 |
| FIX.4.4 |
| 64 | SettlDate | LocalMktDate | N | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. | FIX.4.4 |
| 775 | BookingType | int | N | Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | RegularBooking | Regular booking | | 1 | CFD | CFD (Contract For Difference) | | 2 | TotalReturnSwap | Total return swap |
| FIX.4.4 |
| 381 | GrossTradeAmt | Amt | N | Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). | FIX.4.4 |
| 238 | Concession | Amt | N | Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.4 |
| 237 | TotalTakedown | Amt | N | The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.4 |
| 118 | NetMoney | Amt | N | Expressed in same currency as AvgPx. Sum of AllocNetMoney. | FIX.4.4 |
| 77 | PositionEffect | char | N | Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
▶ 4 enum values
| Value | Name | Description |
|---|
| O | Open | Open | | C | Close | Close | | R | Rolled | Rolled | | F | FIFO | FIFO |
| FIX.4.4 |
| 754 | AutoAcceptIndicator | Boolean | N | Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House | FIX.4.4 |
| 58 | Text | String | N | Free format text string
(Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Must be set if EncodedText field is specified and must immediately precede it. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | FIX.4.4 |
| 157 | NumDaysInterest | int | N | Applicable for Convertible Bonds and fixed income | FIX.4.4 |
| 158 | AccruedInterestRate | Percentage | N | Applicable for Convertible Bonds and fixed income | FIX.4.4 |
| 159 | AccruedInterestAmt | Amt | N | Sum of AllocAccruedInterestAmt within repeating group. | FIX.4.4 |
| 540 | TotalAccruedInterestAmt | Amt | N | (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group. | FIX.4.4 |
| 738 | InterestAtMaturity | Amt | N | Amount of interest (i.e. lump-sum) at maturity. | FIX.4.4 |
| 920 | EndAccruedInterestAmt | Amt | N | For repurchase agreements the accrued interest on termination. | FIX.4.4 |
| 921 | StartCash | Amt | N | For repurchase agreements the start (dirty) cash consideration | FIX.4.4 |
| 922 | EndCash | Amt | N | For repurchase agreements the end (dirty) cash consideration | FIX.4.4 |
| 650 | LegalConfirm | Boolean | N | Indicates that this message is to serve as the final and legal confirmation.
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | LegalConfirm | Legal confirm | | N | DoesNotConsituteALegalConfirm | Does not constitute a legal confirm |
| FIX.4.4 |
| ⟳ Stipulations [Repeating Group] | | N | The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information. | FIX.4.4 |
| 232 | NoStipulations | NumInGroup | N | Number of stipulation entries
(Note tag # was reserved in FIX 4.1, added in FIX 4.3). | FIX.4.3 |
| 233 | StipulationType | String | N | Required if NoStipulations >0
▶ 50 enum values
| Value | Name | Description |
|---|
| AMT | AlternativeMinimumTax | AMT (y/n) | | AUTOREINV | AutoReinvestment | Auto Reinvestment at <rate> or better | | BANKQUAL | BankQualified | Bank qualified (y/n) | | BGNCON | BargainConditions | Bargain Conditions– see (234) for values | | COUPON | CouponRange | Coupon range | | CURRENCY | ISOCurrencyCode | ISO Currency code | | CUSTOMDATE | CustomStart | Custom start/end date | | GEOG | Geographics | Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets]) | | HAIRCUT | ValuationDiscount | Valuation discount | | INSURED | Insured | Insured (y/n) | | ISSUE | IssueDate | Year or Year/Month of Issue (ex. 234=2002/09) | | ISSUER | Issuer | Issuer’s ticker | | ISSUESIZE | IssueSizeRange | issue size range | | LOOKBACK | LookbackDays | Lookback days | | LOT | ExplicitLotIdentifier | Explicit lot identifier | | LOTVAR | LotVariance | Lot Variance (value in percent maximum over- or under-allocation allowed) | | MAT | MaturityYearAndMonth | Maturity Year and Month | | MATURITY | MaturityRange | Maturity range | | MAXSUBS | MaximumSubstitutions | Maximum substitutions (Repo) | | MINQTY | MinimumQuantity | Minimum quantity | | MININCR | MinimumIncrement | Minimum increment | | MINDNOM | MinimumDenomination | Minimum denomination | | PAYFREQ | PaymentFrequency | Payment frequency, calendar | | PIECES | NumberOfPieces | Number of Pieces | | PMAX | PoolsMaximum | Pools Maximum | | PPM | PoolsPerMillion | Pools per Million | | PPL | PoolsPerLot | Pools per Lot | | PPT | PoolsPerTrade | Pools per Trade | | PRICE | PriceRange | Price range | | PRICEFREQ | PricingFrequency | Pricing frequency | | PROD | ProductionYear | Production Year | | PROTECT | CallProtection | Call protection | | PURPOSE | Purpose | Purpose | | PXSOURCE | BenchmarkPriceSource | Benchmark price source | | RATING | RatingSourceAndRange | Rating source and range | | REDEMPTION | TypeOfRedemption | Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible | | RESTRICTED | Restricted | Restricted (y/n) | | SECTOR | MarketSector | Market sector | | SECTYPE | SecurityTypeIncludedOrExcluded | SecurityType included or excluded | | STRUCT | Structure | Structure | | SUBSFREQ | SubstitutionsFrequency | Substitutions frequency (Repo) | | SUBSLEFT | SubstitutionsLeft | Substitutions left (Repo) | | TEXT | FreeformText | Freeform text | | TRDVAR | TradeVariance | Trade Variance (value in percent maximum over- or under-allocation allowed) | | WAC | WeightedAverageCoupon | Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee]) | | WAL | WeightedAverageLifeCoupon | Weighted Average Life Coupon: value in percent (exact or range) | | WALA | WeightedAverageLoanAge | Weighted Average Loan Age: value in months (exact or range) | | WAM | WeightedAverageMaturity | Weighted Average Maturity : value in months (exact or range) | | WHOLE | WholePool | Whole Pool (y/n) | | YIELD | YieldRange | Yield range |
| FIX.4.3 |
| 234 | StipulationValue | String | N | For Fixed Income. Value of stipulation.
The expression can be an absolute single value or a combination of values and logical operators:
< value
> value
<= value
>= value
value
value – value2
value OR value2
value AND value2
YES
NO
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| end Stipulations |
| ◈ YieldData [Component] | | N | The YieldData component block conveys yield information for a given Fixed Income security. | FIX.4.4 |
| 235 | YieldType | String | N | Type of yield
▶ 34 enum values
| Value | Name | Description |
|---|
| AFTERTAX | AfterTaxYield | After Tax Yield (Municipals) | | ANNUAL | AnnualYield | Annual Yield | | ATISSUE | YieldAtIssue | Yield At Issue (Municipals) | | AVGMATURITY | YieldToAverageMaturity | Yield To Average Maturity | | BOOK | BookYield | Book Yield | | CALL | YieldToNextCall | Yield to Next Call | | CHANGE | YieldChangeSinceClose | Yield Change Since Close | | CLOSE | ClosingYield | Closing Yield | | COMPOUND | CompoundYield | Compound Yield | | CURRENT | CurrentYield | Current Yield | | GROSS | TrueGrossYield | True Gross Yield | | GOVTEQUIV | GvntEquivalentYield | Government Equivalent Yield | | INFLATION | YieldWithInflationAssumption | Yield with Inflation Assumption | | INVERSEFLOATER | InverseFloaterBondYield | Inverse Floater Bond Yield | | LASTCLOSE | MostRecentClosingYield | Most Recent Closing Yield | | LASTMONTH | ClosingYieldMostRecentMonth | Closing Yield Most Recent Month | | LASTQUARTER | ClosingYieldMostRecentQuarter | Closing Yield Most Recent Quarter | | LASTYEAR | ClosingYieldMostRecentYear | Closing Yield Most Recent Year | | LONGAVGLIFE | YieldToLongestAverageLife | Yield to Longest Average Life | | MARK | MarkToMarketYield | Mark To Market Yield | | MATURITY | YieldToMaturity | Yield to Maturity | | NEXTREFUND | YieldToNextRefund | Yield To Next Refund (Sinking Fund Bonds) | | OPENAVG | OpenAverageYield | Open Average Yield | | PUT | YieldToNextPut | Yield to Next Put | | PREVCLOSE | PreviousCloseYield | Previous Close Yield | | PROCEEDS | ProceedsYield | Proceeds Yield | | SEMIANNUAL | SemiAnnualYield | Semi-annual Yield | | SHORTAVGLIFE | YieldToShortestAverageLife | Yield to Shortest Average Life | | SIMPLE | SimpleYield | Simple Yield | | TAXEQUIV | TaxEquivalentYield | Tax Equivalent Yield | | TENDER | YieldToTenderDate | Yield to Tender Date | | TRUE | TrueYield | True Yield | | VALUE1/32 | YieldValueOf132 | Yield Value Of 1/32 | | WORST | YieldToWorst | Yield To Worst |
| FIX.4.3 |
| 236 | Yield | Percentage | N | Yield percentage.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 701 | YieldCalcDate | LocalMktDate | N | Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. | FIX.4.4 |
| 696 | YieldRedemptionDate | LocalMktDate | N | Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). | FIX.4.4 |
| 697 | YieldRedemptionPrice | Price | N | Price to which the yield has been calculated. | FIX.4.4 |
| 698 | YieldRedemptionPriceType | int | N | The price type of the YieldRedemptionPrice (697)
See PriceType (423) for description and valid values. | FIX.4.4 |
| 892 | TotNoAllocs | int | N | Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction.
Only required where message has been fragmented. | FIX.4.4 |
| 893 | LastFragment | Boolean | N | Indicates whether this is the last fragment in a sequence of message fragments.
Only required where message has been fragmented.
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | LastMessage | Last message | | N | NotLastMessage | Not last message |
| FIX.4.4 |
| ⟳ AllocGrp [Repeating Group] | | N | Indicates number of allocation groups to follow.
Not required for AllocTransType=Cancel
Not required for AllocReportType= "Warehouse recap". | FIX.4.4 |
| 78 | NoAllocs | NumInGroup | N | Number of repeating AllocAccount (79)/AllocPrice (366) entries. | FIX.4.4 |
| 79 | AllocAccount | String | N | Sub-account mnemonic | FIX.4.4 |
| 661 | AllocAcctIDSource | int | N | Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. | FIX.4.4 |
| 573 | MatchStatus | char | N | The status of this trade with respect to matching or comparison
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | Compared | compared, matched or affirmed | | 1 | Uncompared | uncompared, unmatched, or unaffirmed | | 2 | AdvisoryOrAlert | advisory or alert |
| FIX.4.4 |
| 366 | AllocPrice | Price | N | Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). | FIX.4.4 |
| 80 | AllocQty | Qty | N | Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 467 | IndividualAllocID | String | N | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | FIX.4.4 |
| 81 | ProcessCode | char | N | Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
▶ 7 enum values
| Value | Name | Description |
|---|
| 0 | Regular | regular | | 1 | SoftDollar | soft dollar | | 2 | StepIn | step-in | | 3 | StepOut | step-out | | 4 | SoftDollarStepIn | soft-dollar step-in | | 5 | SoftDollarStepOut | soft-dollar step-out | | 6 | PlanSponsor | plan sponsor |
| FIX.4.4 |
| ⟳ NestedParties [Repeating Group] | | N | The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | FIX.4.4 |
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 |
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group.
Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value.
Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp |
| end NestedParties |
| 208 | NotifyBrokerOfCredit | Boolean | N | Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | DetailsShouldBeCommunicated | Details should be communicated | | N | DetailsShouldNotBeCommunicated | Details should not be communicated |
| FIX.4.4 |
| 209 | AllocHandlInst | int | N | Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | Match | Match | | 2 | Forward | Forward | | 3 | ForwardAndMatch | Forward and Match |
| FIX.4.4 |
| 161 | AllocText | String | N | Free format text related to a specific AllocAccount (79). | FIX.4.4 |
| 360 | EncodedAllocTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedAllocText (36) field. | FIX.4.4 |
| 361 | EncodedAllocText | data | N | Encoded (non-ASCII characters) representation of the AllocText (6) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field. | FIX.4.4 |
| ◈ CommissionData [Component] | | N | The CommissionDate component block is used to carry commission information such as the type of commission and the rate. | FIX.4.4 |
| 12 | Commission | Amt | N | Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05. | FIX.4.3 |
| 13 | CommType | char | N | Commission type
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | PerUnit | per unit (implying shares, par, currency, etc) | | 2 | Percent | percentage | | 3 | Absolute | absolute (total monetary amount) | | 4 | PercentageWaivedCashDiscount | (for CIV buy orders) percentage waived – cash discount | | 5 | PercentageWaivedEnhancedUnits | (for CIV buy orders) percentage waived – enhanced units | | 6 | PointsPerBondOrContract | points per bond or contract [Supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.] |
| FIX.4.3 |
| 479 | CommCurrency | Currency | N | For CIV - Optional | FIX.4.3 |
| 497 | FundRenewWaiv | char | N | For CIV - Optional
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | Yes | Yes | | N | No | No |
| FIX.4.3 |
| 153 | AllocAvgPx | Price | N | AvgPx (6) for a specific AllocAccount (79)
For Fixed Income this is always expressed as "percent of par" price type. | FIX.4.4 |
| 154 | AllocNetMoney | Amt | N | NetMoney (8) for a specific AllocAccount (79) | FIX.4.4 |
| 119 | SettlCurrAmt | Amt | N | Total amount due expressed in settlement currency (includes the effect of the forex transaction) | FIX.4.4 |
| 737 | AllocSettlCurrAmt | Amt | N | Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). | FIX.4.4 |
| 120 | SettlCurrency | Currency | N | Currency code of settlement denomination. | FIX.4.4 |
| 736 | AllocSettlCurrency | Currency | N | Currency code of settlement denomination for a specific AllocAccount (79). | FIX.4.4 |
| 155 | SettlCurrFxRate | float | N | Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) | FIX.4.4 |
| 156 | SettlCurrFxRateCalc | char | N | Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided
▶ 2 enum values
| Value | Name | Description |
|---|
| M | Multiply | Multiply | | D | Divide | Divide |
| FIX.4.4 |
| 742 | AllocAccruedInterestAmt | Amt | N | Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. | FIX.4.4 |
| 741 | AllocInterestAtMaturity | Amt | N | Amount of interest (i.e. lump-sum) at maturity at the account-level. | FIX.4.4 |
| ⟳ MiscFeesGrp [Repeating Group] | | N | | FIX.4.4 |
| 136 | NoMiscFees | NumInGroup | N | Number of repeating groups of miscellaneous fees | FIX.4.4 |
| 137 | MiscFeeAmt | Amt | N | Miscellaneous fee value | FIX.4.4 |
| 138 | MiscFeeCurr | Currency | N | Currency of miscellaneous fee | FIX.4.4 |
| 139 | MiscFeeType | char | N | Indicates type of miscellaneous fee
▶ 12 enum values
| Value | Name | Description |
|---|
| 1 | Regulatory | Regulatory (e.g. SEC) | | 2 | Tax | Tax | | 3 | LocalCommission | Local Commission | | 4 | ExchangeFees | Exchange Fees | | 5 | Stamp | Stamp | | 6 | Levy | Levy | | 7 | Other | Other | | 8 | Markup | Markup | | 9 | ConsumptionTax | Consumption Tax | | 10 | PerTransaction | Per transaction | | 11 | Conversion | Conversion | | 12 | Agent | Agent |
| FIX.4.4 |
| 891 | MiscFeeBasis | int | N | Defines the unit for a miscellaneous fee.
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | Absolute | Absolute | | 1 | PerUnit | Per unit | | 2 | Percentage | Percentage |
| FIX.4.4 |
| end MiscFeesGrp |
| ⟳ ClrInstGrp [Repeating Group] | | N | | FIX.4.4 |
| 576 | NoClearingInstructions | NumInGroup | N | Number of clearing instructions | FIX.4.4 |
| 577 | ClearingInstruction | int | N | Eligibility of this trade for clearing and central counterparty processing
▶ 14 enum values
| Value | Name | Description |
|---|
| 0 | ProcessNormally | process normally | | 1 | ExcludeFromAllNetting | exclude from all netting | | 2 | BilateralNettingOnly | bilateral netting only | | 3 | ExClearing | ex clearing | | 4 | SpecialTrade | special trade | | 5 | MultilateralNetting | multilateral netting | | 6 | ClearAgainstCentralCounterparty | clear against central counterparty | | 7 | ExcludeFromCentralCounterparty | exclude from central counterparty | | 8 | ManualMode | Manual mode (pre-posting and/or pre-giveup) | | 9 | AutomaticPostingMode | Automatic posting mode (trade posting to the position account number specified) | | 10 | AutomaticGiveUpMode | Automatic give-up mode (trade give-up to the give-up destination number specified) | | 11 | QualifiedServiceRepresentativeQSR | Qualified Service Representative (QSR) - | | 12 | CustomerTrade | Customer Trade | | 13 | SelfClearing | Self clearing |
| FIX.4.4 |
| end ClrInstGrp |
| 780 | AllocSettlInstType | int | N | Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived
▶ 5 enum values
| Value | Name | Description |
|---|
| 0 | UseDefaultInstructions | use default instructions | | 1 | DeriveFromParametersProvided | derive from parameters provided | | 2 | FullDetailsProvided | full details provided | | 3 | SSIDBIDsProvided | SSI db ids provided | | 4 | PhoneForInstructions | phone for instructions |
| FIX.4.4 |
| ◈ SettlInstructionsData [Component] | | N | The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties | FIX.4.4 |
| 172 | SettlDeliveryType | int | N | Required if AllocSettlInstType = 1 or 2
▶ 4 enum values
| Value | Name | Description |
|---|
| 0 | Versus | "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment | | 1 | Free | "Free": Deliver (if Sell) or Receive (if Buy) Free | | 2 | TriParty | Tri-Party | | 3 | HoldInCustody | Hold In Custody |
| FIX.4.4 |
| 169 | StandInstDbType | int | N | Required if AllocSettlInstType = 3 (should not be populated otherwise)
▶ 5 enum values
| Value | Name | Description |
|---|
| 0 | Other | Other | | 1 | DTCSID | DTC SID | | 2 | ThomsonALERT | Thomson ALERT | | 3 | AGlobalCustodian | A Global Custodian (StandInstDbName (170) must be provided) | | 4 | AccountNet | AccountNet |
| FIX.4.4 |
| 170 | StandInstDbName | String | N | Required if AllocSettlInstType = 3 (should not be populated otherwise) | FIX.4.4 |
| 171 | StandInstDbID | String | N | Identifier used within the StandInstDbType
Required if AllocSettlInstType = 3 (should not be populated otherwise) | FIX.4.4 |
| ⟳ DlvyInstGrp [Repeating Group] | | N | Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise) | FIX.4.4 |
| 85 | NoDlvyInst | NumInGroup | N | Number of delivery instruction fields in repeating group.
Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. | FIX.4.4 |
| 165 | SettlInstSource | char | N | Indicates source of Settlement Instructions
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | BrokerCredit | Broker’s Instructions | | 2 | Institution | Institution’s Instructions | | 3 | Investor | Investor (e.g. CIV use) |
| FIX.4.4 |
| 787 | DlvyInstType | char | N | Used to indicate whether a delivery instruction is used for securities or cash settlement
▶ 2 enum values
| Value | Name | Description |
|---|
| S | Securities | securities | | C | Cash | cash |
| FIX.4.4 |
| ⟳ SettlParties [Repeating Group] | | N | The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process. | FIX.4.4 |
| 781 | NoSettlPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole | FIX.4.4 |
| 782 | SettlPartyID | String | N | Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| 783 | SettlPartyIDSource | char | N | Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| 784 | SettlPartyRole | int | N | Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| ⟳ SettlPtysSubGrp [Repeating Group] | | N | Repeating group of SettlParty sub-identifiers. | FIX.4.4 |
| 801 | NoSettlPartySubIDs | NumInGroup | N | Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries | FIX.4.4 |
| 785 | SettlPartySubID | String | N | PartySubID value within a settlement parties component.
Same values as PartySubID (523) | FIX.4.4 |
| 786 | SettlPartySubIDType | int | N | Type of SettlPartySubID (785) value.
Same values as PartySubIDType (803) | FIX.4.4 |
| end SettlPtysSubGrp |
| end SettlParties |
| end DlvyInstGrp |
| end AllocGrp |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.4.4 |
| 93 | SignatureLength | Length | N | Required when trailer contains signature. Note: Not to be included within SecureData field | FIX.4.0 |
| 89 | Signature | data | N | Note: Not to be included within SecureData field | FIX.4.0 |
| 10 | CheckSum | String | Y | (Always unencrypted, always last field in message) | FIX.4.0 |